+4,771.8%
AZN vs DECK
+7,999.1%
-3,227.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | +7.1% | +6.0% | +1.1% | +6.8% |
| 30D | +17.8% | +7.4% | +10.4% | +17.3% |
| 3M | +15.7% | -11.7% | +27.3% | +16.4% |
| 6M | +3.1% | -11.0% | +14.1% | +3.6% |
| YTD | +2.7% | -15.4% | +18.1% | +3.3% |
| 1Y | +16.3% | +7.2% | +9.1% | +15.5% |
| 3Y | +54.0% | -11.8% | +65.8% | +52.6% |
| 5Y | +63.2% | +24.3% | +38.9% | +57.5% |
| 10Y | +343.7% | +907.5% | -563.8% | +280.9% |
| All | +4,771.8% | +7,999.1% | -3,227.3% | +3,610.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling